HedgeFund Intelligence Indices

Live

Global

Index Jul 2014 Aug 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.10% 0.74% * 79% 3.68%
Emerging Market Debt 0.19% 0.00% * 65% 3.29%
Emerging Market Equity 1.25% 0.91% * 81% 4.33%
Equity -0.85% 1.17% * 85% 3.41%
Event Driven -0.77% 0.52% * 68% 5.14%
Macro 0.19% 0.75% * 69% 0.62%
Managed Futures -0.52% 2.35% * 73% 2.04%
Single Manager African Index 0.75% 0.80% * 84% 8.60%

* Estimate

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Absolute Return

Index Jul 2014 Aug 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities -0.13% 1.08% * 77% 3.90%
Composite -0.32% 1.08% * 68% 4.91%
Convertible & Equity Arbitrage 0.22% 0.03% * 50% 3.74%
Credit 0.18% 0.07% * 69% 5.62%
Distressed -0.13% -0.20% * 57% 6.20%
Event Driven -1.02% 0.84% * 60% 5.76%
Fixed Income 0.49% 0.31% * 68% 4.63%
Global Equity -0.67% 1.53% * 70% 6.07%
Latin American Debt 0.12% 1.34% * 33% 5.60%
Latin American Equity 0.40% 3.20% * 47% 4.32%
Macro 0.23% 1.29% * 60% 1.25%
Managed Futures -0.56% 2.34% * 64% 0.34%
Mixed Arbitrage 0.07% 0.80% * 70% 4.42%
Mortgage Backed Securities 1.11% 0.40% * 42% 7.29%
Multi-Strategy -0.16% 0.90% * 56% 4.96%
Technology -1.08% 1.20% * 81% 1.73%
U.S. Equity -1.44% 1.79% * 77% 4.49%

* Estimate

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AsiaHedge

Index Jul 2014 Aug 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan 2.28% 0.95% 100% 5.34%
Asia inc Japan 0.91% 1.08% 100% 2.32%
Australian Long/Short Equity 1.86% 1.23% 100% 6.59%
Chinese Long/Short Equity 2.96% 1.00% 100% 2.13%
Composite 1.07% 0.70% 100% 2.95%
Indian Long/Short Equity 0.70% 3.19% 100% 38.37%
Japan Long/Short Equity 1.48% 0.47% 100% 0.37%
Japan Long/Short Equity 0.47% 0.14% 100% -0.99%

* Estimate

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EuroHedge

Index Jul 2014 Aug 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.41% 0.49% * 75% 2.37%
Convertible & Equity Arbitrage EUR -0.44% -0.12% * 56% 1.19%
Convertible & Equity Arbitrage USD -0.19% 0.01% * 73% 2.16%
Credit EUR 0.02% 0.29% * 74% 4.94%
Credit USD -0.35% 0.15% * 66% 5.29%
Currency 0.01% 1.71% * 47% -0.84%
Emerging Market Debt USD 0.08% 0.01% * 62% 5.23%
Emerging Market Equity USD -0.26% 0.05% * 73% 1.02%
Equity Market Neutral & Quantitative Strategies EUR 0.19% 0.34% * 85% 0.13%
Equity Market Neutral & Quantitative Strategies USD -0.43% 0.40% * 90% 0.72%
European Equity EUR -1.31% 0.53% * 79% 1.90%
European Equity GBP -0.46% 0.49% * 78% 0.35%
European Equity Nordic 0.16% 0.25% * 72% 4.22%
European Equity USD -0.78% 0.45% * 80% 0.25%
Event Driven EUR -1.06% -0.84% * 67% 0.81%
Event Driven USD -1.30% 0.00% * 82% 3.16%
Fixed Income EUR 0.62% 0.14% * 100% 3.60%
Fixed Income USD -0.31% -0.10% * 47% -0.14%
Global Equity EUR -0.61% 0.79% * 70% 1.34%
Global Equity USD -0.82% 0.83% * 79% 0.89%
Macro EUR 0.23% -0.28% * 62% -1.07%
Macro USD -0.08% 0.36% * 69% 0.06%
Managed Futures EUR -0.52% 5.21% * 72% 4.67%
Managed Futures USD -0.90% 4.34% * 84% 5.52%
Mixed Arbitrage & Multi-Strategy USD -0.32% 0.35% * 84% 1.76%

* Estimate

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InvestHedge

Index Jul 2014 Aug 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.03% 0.15% * 40% 3.19%
Asian Pacific Fund of Funds 0.99% 0.80% * 42% 2.26%
Commodities 0.60% 0.19% * 24% 2.34%
Composite -0.26% 0.60% * 41% 2.04%
Distressed -0.38% 0.35% * 46% 3.66%
Emerging Managers -1.10% 1.10% * 67% 3.03%
Emerging Markets Hedge USD 0.56% 0.51% * 49% 5.34%
European Equity EUR -1.49% 0.91% * 37% -1.32%
European Multi Strategy EUR -1.53% 1.46% * 58% 0.37%
Fixed Income USD -0.02% -0.24% * 37% 3.91%
Global Equity USD -0.88% 1.06% * 39% 1.33%
Global Macro Currency USD 0.49% 0.58% * 54% 0.40%
Global Multi Strategy EUR -0.31% 0.78% * 39% 1.66%
Global Multi Strategy USD -0.42% 0.59% * 40% 1.99%
Leveraged Global Multi-Strategy USD 0.01% 1.73% * 58% 4.91%
Managed Futures -1.20% 3.56% * 23% 2.51%
Self-Invested Fund of Funds USD 0.09% 0.23% * 81% 1.54%
US Equity -1.42% 1.26% * 44% 1.87%

* Estimate

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Absolute UCITS

Index Jul 2014 Aug 2014 YTD Last 5 years performance
Return Return Funds reporting Return
Credit -0.10% -0.14% * 93% 3.83%
Equity Market Neutral & Quantitative Strategies -0.07% -0.08% * 83% 0.35%
European Equity -0.56% 0.31% * 99% 0.86%
Event Driven -0.43% 0.55% * 86% 3.22%
Fund of Funds -0.31% 0.06% * 76% 0.14%
Global Equity -0.63% 1.22% * 88% 2.59%
Macro -0.01% 0.49% * 87% 1.30%
Managed Futures -0.56% 3.92% * 96% 6.00%
Mixed Arbitrage & Multi-Strategy 0.15% 0.18% * 98% 1.72%
Single Manager Composite -0.24% 0.42% * 97% 2.26%

* Estimate

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